VRNIX vs. ORDNX
Compare and contrast key facts about Vanguard Russell 1000 Index Fund Institutional Shares (VRNIX) and North Square Preferred and Income Securities Fund (ORDNX).
VRNIX is managed by Vanguard. It was launched on Oct 15, 2010. ORDNX is managed by North Square. It was launched on Jun 28, 2013.
Performance
VRNIX vs. ORDNX - Performance Comparison
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VRNIX vs. ORDNX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VRNIX Vanguard Russell 1000 Index Fund Institutional Shares | -6.92% | 16.94% | 24.44% | 26.49% | -19.19% | 28.64% | 20.90% | 31.36% | -4.84% | 21.58% |
ORDNX North Square Preferred and Income Securities Fund | -1.20% | 7.30% | 14.81% | 15.24% | -14.22% | 27.51% | 12.29% | 31.10% | -0.98% | 20.57% |
Returns By Period
In the year-to-date period, VRNIX achieves a -6.92% return, which is significantly lower than ORDNX's -1.20% return. Over the past 10 years, VRNIX has outperformed ORDNX with an annualized return of 13.65%, while ORDNX has yielded a comparatively lower 11.40% annualized return.
VRNIX
- 1D
- -0.39%
- 1M
- -7.69%
- YTD
- -6.92%
- 6M
- -4.69%
- 1Y
- 14.33%
- 3Y*
- 16.83%
- 5Y*
- 10.96%
- 10Y*
- 13.65%
ORDNX
- 1D
- 0.09%
- 1M
- -2.25%
- YTD
- -1.20%
- 6M
- -0.56%
- 1Y
- 4.62%
- 3Y*
- 11.94%
- 5Y*
- 7.73%
- 10Y*
- 11.40%
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VRNIX vs. ORDNX - Expense Ratio Comparison
VRNIX has a 0.07% expense ratio, which is lower than ORDNX's 1.27% expense ratio.
Return for Risk
VRNIX vs. ORDNX — Risk / Return Rank
VRNIX
ORDNX
VRNIX vs. ORDNX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Russell 1000 Index Fund Institutional Shares (VRNIX) and North Square Preferred and Income Securities Fund (ORDNX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| VRNIX | ORDNX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.82 | 1.73 | -0.91 |
Sortino ratioReturn per unit of downside risk | 1.27 | 2.17 | -0.89 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.38 | -0.19 |
Calmar ratioReturn relative to maximum drawdown | 1.02 | 1.74 | -0.71 |
Martin ratioReturn relative to average drawdown | 4.99 | 6.65 | -1.66 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VRNIX | ORDNX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.82 | 1.73 | -0.91 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.64 | 1.10 | -0.46 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.75 | 0.80 | -0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.79 | 0.73 | +0.06 |
Correlation
The correlation between VRNIX and ORDNX is 0.76, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
VRNIX vs. ORDNX - Dividend Comparison
VRNIX's dividend yield for the trailing twelve months is around 1.19%, less than ORDNX's 6.77% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VRNIX Vanguard Russell 1000 Index Fund Institutional Shares | 1.19% | 0.82% | 1.21% | 1.41% | 1.59% | 2.86% | 1.46% | 1.65% | 2.00% | 1.73% | 1.93% | 1.92% |
ORDNX North Square Preferred and Income Securities Fund | 6.77% | 6.99% | 5.50% | 5.72% | 15.30% | 8.48% | 2.77% | 1.85% | 3.13% | 1.22% | 2.65% | 2.98% |
Drawdowns
VRNIX vs. ORDNX - Drawdown Comparison
The maximum VRNIX drawdown since its inception was -34.57%, roughly equal to the maximum ORDNX drawdown of -34.40%. Use the drawdown chart below to compare losses from any high point for VRNIX and ORDNX.
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Drawdown Indicators
| VRNIX | ORDNX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.57% | -34.40% | -0.17% |
Max Drawdown (1Y)Largest decline over 1 year | -12.31% | -2.66% | -9.65% |
Max Drawdown (5Y)Largest decline over 5 years | -25.14% | -18.77% | -6.37% |
Max Drawdown (10Y)Largest decline over 10 years | -34.57% | -34.40% | -0.17% |
Current DrawdownCurrent decline from peak | -8.85% | -2.57% | -6.28% |
Average DrawdownAverage peak-to-trough decline | -3.93% | -3.86% | -0.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.53% | 0.69% | +1.84% |
Volatility
VRNIX vs. ORDNX - Volatility Comparison
Vanguard Russell 1000 Index Fund Institutional Shares (VRNIX) has a higher volatility of 4.30% compared to North Square Preferred and Income Securities Fund (ORDNX) at 1.07%. This indicates that VRNIX's price experiences larger fluctuations and is considered to be riskier than ORDNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VRNIX | ORDNX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.30% | 1.07% | +3.23% |
Volatility (6M)Calculated over the trailing 6-month period | 9.17% | 1.69% | +7.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.29% | 2.63% | +15.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.21% | 7.08% | +10.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.24% | 14.24% | +4.00% |